TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
+0.6%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.29B
AUM Growth
+$436M
Cap. Flow
+$265M
Cap. Flow %
20.57%
Top 10 Hldgs %
54.51%
Holding
1,498
New
432
Increased
152
Reduced
152
Closed
382

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$384M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$46.5M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$15.1M
4
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
+$13M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

1
AMZN icon
Amazon
AMZN
+$14.5M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$12.2M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.4M
5
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$10.3M

Sector Composition

1 Financials 2.95%
2 Technology 2.66%
3 Healthcare 2.26%
4 Consumer Discretionary 1.83%
5 Utilities 1.71%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
UNM icon
901
Unum
UNM
$12.6B
– –
0
– –
UPRO icon
902
ProShares UltraPro S&P 500
UPRO
$4.62B
– –
-92,572
Closed -$2.56M
UPS icon
903
United Parcel Service
UPS
$71.1B
– –
0
– –
URE icon
904
ProShares Ultra Real Estate
URE
$59.5M
– –
0
– –
URBN icon
905
Urban Outfitters
URBN
$6.33B
– –
0
– –
URI icon
906
United Rentals
URI
$60.8B
– –
-3,503
Closed -$437K
USA icon
907
Liberty All-Star Equity Fund
USA
$1.93B
– –
-10,581
Closed -$68K
USB icon
908
US Bancorp
USB
$76.6B
– –
0
– –
GHSI
909
DELISTED
Guardion Health Sciences, Inc. Common Stock
GHSI
– –
-83
Closed -$19K
UTHR icon
910
United Therapeutics
UTHR
$17.9B
– –
0
– –
UWM icon
911
ProShares Ultra Russell2000
UWM
$380M
– –
-139,218
Closed -$4.49M
UYG icon
912
ProShares Ultra Financials
UYG
$865M
– –
-4,846
Closed -$227K
V icon
913
Visa
V
$656B
– –
-20,502
Closed -$3.53M
VAC icon
914
Marriott Vacations Worldwide
VAC
$2.64B
– –
0
– –
VCLT icon
915
Vanguard Long-Term Corporate Bond ETF
VCLT
$6.91B
– –
-2,358
Closed -$238K
VEEV icon
916
Veeva Systems
VEEV
$45B
– –
0
– –
VEON icon
917
VEON
VEON
$3.56B
– –
-1,655
Closed -$99K
VIPS icon
918
Vipshop
VIPS
$8.85B
– –
-13,259
Closed -$118K
VIRT icon
919
Virtu Financial
VIRT
$3.27B
– –
0
– –
VLO icon
920
Valero Energy
VLO
$49.2B
– –
0
– –
VMBS icon
921
Vanguard Mortgage-Backed Securities ETF
VMBS
$14.8B
– –
-5,220
Closed -$278K
VNO icon
922
Vornado Realty Trust
VNO
$7.77B
– –
0
– –
VRSK icon
923
Verisk Analytics
VRSK
$36.7B
– –
-1,509
Closed -$239K
VRSN icon
924
VeriSign
VRSN
$26.5B
– –
-2,833
Closed -$534K
VT icon
925
Vanguard Total World Stock ETF
VT
$52.3B
– –
-5,784
Closed -$433K
35 36
37
38 39